There are several methods of making soft shackles - one comparison is at http://www.balancecommunity.com/slack-science/comparison-soft-shackle-methods.Not really much to them. If you can finger-trap a loop in the ends of sufficient cordage, you can make your own.
http://www.chutingstar.com/pd-main-canopy-slinks
HTH.
I made a few with the standard diamond knot, and then moved to Evans Starzinger's 'Improved Soft Shackle' (Method 4 at the link above). I like not having to leave tails hanging out of the knot, and I was never 100% confident whether I had a diamond knot tied correctly. I find the eye splices and overhand to be harder to mess up. Evans tested these to about 230% of line strength. I think I recall seeing Evans or Allen say somewhere that the 'amateur' shackles they'd tested came in at around 150% of line strength.
I probably have a couple dozen of these hanging around my boat, used for everything from rigging to hanging BBQ tools off the rail... Mostly from 7/64" Amsteel, since a working load of ~500 lbs is plenty for most things on my little boat (1600 lbs breaking strength * 150% / 5 = 480 lbs, which should be a pretty conservative estimate). Another good use for that 40% off line sale at WM - at that price, you can make one for less than $1.